With most actors, including most of the ones on the above list, when you see them in a movie, you never forget, at least somewhere in the back of your mind, that it's them playing a role. I call these "personality" actors. For example, whether he's playing The Joker, Colonel Nathan R Jessep, Randal McMurhpy or even Jimmy Hoffa, you never forget that it's Jack Nicholson on the screen, that it's Jack playing the part of someone else. John Wayne was probably the ultimate personality actor, with Clint Eastwood being a close second. Whether he's Indiana Jones or Han Solo or Dr Richard Kimble, you still see Harrison Ford up there on that screen playing the part. There's nothing wrong with that. Nicholson is one of my favorites, so is Ford. I'm a fan of everyone on the above list.
But a true "character" actor becomes the role, their personality is lost, in the character, and in your mind, to where you actually believe they are the person on the screen. No one typifies this like Robert Duvall. He's the best there is.